+299.5%
CME vs XLB
+173.6%
+125.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -1.4% |
| 7D | -0.6% | -1.4% | +0.8% | +0.1% |
| 30D | +8.5% | +7.1% | +1.4% | +4.8% |
| 3M | +16.0% | +0.6% | +15.4% | +15.4% |
| 6M | +9.3% | +3.5% | +5.9% | +6.8% |
| YTD | +15.3% | +18.2% | -2.9% | +4.3% |
| 1Y | +14.4% | +25.6% | -11.2% | 0.0% |
| 3Y | +59.9% | +46.7% | +13.3% | +23.7% |
| 5Y | +69.4% | +30.9% | +38.5% | +38.4% |
| 10Y | +299.5% | +167.7% | +131.8% | +69.3% |
| All | +299.5% | +173.6% | +125.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling